Shinhan Global Active Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.62% (+7.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5448 | 8.77 | |
| 0.1932 | 4.12 | |
| 0.4088 | 9.31 | |
| 0.2346 | 3.08 |
Estimation Period:
Jul 1, 2024 to Feb 13, 2026
Jul 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Shinhan Global Active Reit Analyses
Other GJR-GARCH Analyses on Real Estate